Estimation of 2D displacement field based on affine geometric invariance and scene constraints
International Journal of Computer Vision
Robust portfolio selection problems
Mathematics of Operations Research
On cones of nonnegative quadratic functions
Mathematics of Operations Research
Robust Solution to Fuzzy Identification Problem with Uncertain Data by Regularization
Fuzzy Optimization and Decision Making
Predictive modeling of streaming servers
ACM SIGMETRICS Performance Evaluation Review - Special issue on the workshop on MAthematical performance Modeling And Analysis (MAMA 2005)
When are Simple LS Estimators Enough? An Empirical Study of LS, TLS, and GTLS
International Journal of Computer Vision
Robust distributed node localization with error management
Proceedings of the 7th ACM international symposium on Mobile ad hoc networking and computing
Geometric programming for communication systems
Communications and Information Theory
Minimax estimation for singular linear multivariate models with mixed uncertainty
Journal of Multivariate Analysis
A Robust Optimization Approach to Inventory Theory
Operations Research
Second Order Cone Programming Approaches for Handling Missing and Uncertain Data
The Journal of Machine Learning Research
Overview of total least-squares methods
Signal Processing
Robust multiperiod portfolio management in the presence of transaction costs
Computers and Operations Research
Robust multiclass kernel-based classifiers
Computational Optimization and Applications
Robust counterparts of errors-in-variables problems
Computational Statistics & Data Analysis
Robust support vector machines for classification and computational issues
Optimization Methods & Software - Systems Analysis, Optimization and Data Mining in Biomedicine
An Integer Programming Approach for Linear Programs with Probabilistic Constraints
IPCO '07 Proceedings of the 12th international conference on Integer Programming and Combinatorial Optimization
Robust measurement selection for biochemical pathway experimental design
International Journal of Bioinformatics Research and Applications
Robust constrained receding-horizon predictive control via bounded data uncertainties
Mathematics and Computers in Simulation
Reliable water supply system design under uncertainty
Environmental Modelling & Software
Cutting-set methods for robust convex optimization with pessimizing oracles
Optimization Methods & Software
Robust Unsupervised and Semi-supervised Bounded ν - Support Vector Machines
ISNN 2009 Proceedings of the 6th International Symposium on Neural Networks: Advances in Neural Networks - Part II
Robust portfolio selection based on asymmetric measures of variability of stock returns
Journal of Computational and Applied Mathematics
Uncertain Linear Programs: Extended Affinely Adjustable Robust Counterparts
Operations Research
Constructing Uncertainty Sets for Robust Linear Optimization
Operations Research
Robust portfolio selection using interval random programming
FUZZ-IEEE'09 Proceedings of the 18th international conference on Fuzzy Systems
Wardrop Equilibria with Risk-Averse Users
Transportation Science
Robustness and Regularization of Support Vector Machines
The Journal of Machine Learning Research
NET-COOP'07 Proceedings of the 1st EuroFGI international conference on Network control and optimization
Unsupervised and semi-supervised Lagrangian support vector machines with polyhedral perturbations
IITA'09 Proceedings of the 3rd international conference on Intelligent information technology application
Robust Approximation to Multiperiod Inventory Management
Operations Research
Structured least squares problems and robust estimators
IEEE Transactions on Signal Processing
A robust optimization approach for imprecise data envelopment analysis
Computers and Industrial Engineering
IEEE Transactions on Information Theory
Distributionally Robust Optimization and Its Tractable Approximations
Operations Research
Worst-case VaR and robust portfolio optimization with interval random uncertainty set
Expert Systems with Applications: An International Journal
A relaxation algorithm with a probabilistic guarantee for robust deviation optimization
Computational Optimization and Applications
A subgradient solution to structured robust least squares problems
IEEE Transactions on Signal Processing
Robust semidefinite relaxations for a quadratic OFDMA resource allocation scheme
Computers and Operations Research
Mathematics of Operations Research
Expert Systems with Applications: An International Journal
Expert Systems with Applications: An International Journal
A scenario-based approach for robust linear optimization
TAPAS'11 Proceedings of the First international ICST conference on Theory and practice of algorithms in (computer) systems
Convexity conditions of Kantorovich function and related semi-infinite linear matrix inequalities
Journal of Computational and Applied Mathematics
Brief paper: Set-membership LPV model identification of vehicle lateral dynamics
Automatica (Journal of IFAC)
Robust portfolio selection problem for an insurer with exponential utility preference
WSEAS Transactions on Mathematics
Structured Total Maximum Likelihood: An Alternative to Structured Total Least Squares
SIAM Journal on Matrix Analysis and Applications
Theory and Applications of Robust Optimization
SIAM Review
A Distributional Interpretation of Robust Optimization
Mathematics of Operations Research
Computers and Operations Research
Robust portfolio selection involving options under a " marginal+joint " ellipsoidal uncertainty set
Journal of Computational and Applied Mathematics
Brief Robust maximum likelihood estimation in the linear model
Automatica (Journal of IFAC)
A probabilistic framework for problems with real structured uncertainty in systems and control
Automatica (Journal of IFAC)
Ellipsoidal parameter or state estimation under model uncertainty
Automatica (Journal of IFAC)
Operations Research Letters
Duality in robust optimization: Primal worst equals dual best
Operations Research Letters
Solving asymmetric variational inequalities via convex optimization
Operations Research Letters
Robust linear optimization under general norms
Operations Research Letters
Robust Inventory Routing Under Demand Uncertainty
Transportation Science
Robust shortest path problem based on a confidence interval in fuzzy bicriteria decision making
Information Sciences: an International Journal
Robust Storage Assignment in Unit-Load Warehouses
Management Science
Robust optimization model for a class of uncertain linear programs
ESCAPE'07 Proceedings of the First international conference on Combinatorics, Algorithms, Probabilistic and Experimental Methodologies
Robust attitude control design for spacecraft under assigned velocity and control constraints
ICIRA'12 Proceedings of the 5th international conference on Intelligent Robotics and Applications - Volume Part I
SDP reformulation for robust optimization problems based on nonconvex QP duality
Computational Optimization and Applications
Minimax estimation methods under ellipsoidal constraints
Automation and Remote Control
Journal of the ACM (JACM)
Regularized robust optimization: the optimal portfolio execution case
Computational Optimization and Applications
Robust estimation in flat fading channels under bounded channel uncertainties
Digital Signal Processing
Robust-based interactive portfolio selection problems with an uncertainty set of returns
Fuzzy Optimization and Decision Making
Common weights data envelopment analysis with uncertain data: A robust optimization approach
Computers and Industrial Engineering
RMARS: Robustification of multivariate adaptive regression spline under polyhedral uncertainty
Journal of Computational and Applied Mathematics
Robust investment decisions under supply disruption in petroleum markets
Computers and Operations Research
On-line fault detection and isolation for linear discrete-time uncertain systems
Automatica (Journal of IFAC)
Hi-index | 0.09 |
We consider least-squares problems where the coefficient matrices A,b are unknown but bounded. We minimize the worst-case residual error using (convex) second-order cone programming, yielding an algorithm with complexity similar to one singular value decomposition of A. The method can be interpreted as a Tikhonov regularization procedure, with the advantage that it provides an exact bound on the robustness of solution and a rigorous way to compute the regularization parameter. When the perturbation has a known (e.g., Toeplitz) structure, the same problem can be solved in polynomial-time using semidefinite programming (SDP). We also consider the case when A,b are rational functions of an unknown-but-bounded perturbation vector. We show how to minimize (via SDP) upper bounds on the optimal worst-case residual. We provide numerical examples, including one from robust identification and one from robust interpolation.